+66.4%
AEP vs APTV
-69.7%
+136.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -0.1% | -7.9% | +7.8% | +0.3% |
| 3M | -3.2% | -29.9% | +26.7% | -1.6% |
| 6M | -5.3% | -36.6% | +31.3% | -3.3% |
| YTD | +9.5% | -40.0% | +49.5% | +12.1% |
| 1Y | +17.5% | -44.0% | +61.5% | +20.7% |
| 3Y | +77.0% | -54.5% | +131.5% | +84.3% |
| 5Y | +66.4% | -68.8% | +135.2% | +71.8% |
| All | +66.4% | -69.7% | +136.0% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling